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<FONT color="green">001</FONT>    /*<a name="line.1"></a>
<FONT color="green">002</FONT>     * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a>
<FONT color="green">003</FONT>     * contributor license agreements.  See the NOTICE file distributed with<a name="line.3"></a>
<FONT color="green">004</FONT>     * this work for additional information regarding copyright ownership.<a name="line.4"></a>
<FONT color="green">005</FONT>     * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a>
<FONT color="green">006</FONT>     * (the "License"); you may not use this file except in compliance with<a name="line.6"></a>
<FONT color="green">007</FONT>     * the License.  You may obtain a copy of the License at<a name="line.7"></a>
<FONT color="green">008</FONT>     *<a name="line.8"></a>
<FONT color="green">009</FONT>     *      http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a>
<FONT color="green">010</FONT>     *<a name="line.10"></a>
<FONT color="green">011</FONT>     * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a>
<FONT color="green">012</FONT>     * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a>
<FONT color="green">013</FONT>     * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a>
<FONT color="green">014</FONT>     * See the License for the specific language governing permissions and<a name="line.14"></a>
<FONT color="green">015</FONT>     * limitations under the License.<a name="line.15"></a>
<FONT color="green">016</FONT>     */<a name="line.16"></a>
<FONT color="green">017</FONT>    package org.apache.commons.math3.ode;<a name="line.17"></a>
<FONT color="green">018</FONT>    <a name="line.18"></a>
<FONT color="green">019</FONT>    import java.lang.reflect.Array;<a name="line.19"></a>
<FONT color="green">020</FONT>    import java.util.ArrayList;<a name="line.20"></a>
<FONT color="green">021</FONT>    import java.util.Arrays;<a name="line.21"></a>
<FONT color="green">022</FONT>    import java.util.List;<a name="line.22"></a>
<FONT color="green">023</FONT>    <a name="line.23"></a>
<FONT color="green">024</FONT>    import org.apache.commons.math3.exception.DimensionMismatchException;<a name="line.24"></a>
<FONT color="green">025</FONT>    import org.apache.commons.math3.exception.MathIllegalArgumentException;<a name="line.25"></a>
<FONT color="green">026</FONT>    import org.apache.commons.math3.exception.MaxCountExceededException;<a name="line.26"></a>
<FONT color="green">027</FONT>    import org.apache.commons.math3.exception.util.LocalizedFormats;<a name="line.27"></a>
<FONT color="green">028</FONT>    <a name="line.28"></a>
<FONT color="green">029</FONT>    /**<a name="line.29"></a>
<FONT color="green">030</FONT>     * This class defines a set of {@link SecondaryEquations secondary equations} to<a name="line.30"></a>
<FONT color="green">031</FONT>     * compute the Jacobian matrices with respect to the initial state vector and, if<a name="line.31"></a>
<FONT color="green">032</FONT>     * any, to some parameters of the primary ODE set.<a name="line.32"></a>
<FONT color="green">033</FONT>     * &lt;p&gt;<a name="line.33"></a>
<FONT color="green">034</FONT>     * It is intended to be packed into an {@link ExpandableStatefulODE}<a name="line.34"></a>
<FONT color="green">035</FONT>     * in conjunction with a primary set of ODE, which may be:<a name="line.35"></a>
<FONT color="green">036</FONT>     * &lt;ul&gt;<a name="line.36"></a>
<FONT color="green">037</FONT>     * &lt;li&gt;a {@link FirstOrderDifferentialEquations}&lt;/li&gt;<a name="line.37"></a>
<FONT color="green">038</FONT>     * &lt;li&gt;a {@link MainStateJacobianProvider}&lt;/li&gt;<a name="line.38"></a>
<FONT color="green">039</FONT>     * &lt;/ul&gt;<a name="line.39"></a>
<FONT color="green">040</FONT>     * In order to compute Jacobian matrices with respect to some parameters of the<a name="line.40"></a>
<FONT color="green">041</FONT>     * primary ODE set, the following parameter Jacobian providers may be set:<a name="line.41"></a>
<FONT color="green">042</FONT>     * &lt;ul&gt;<a name="line.42"></a>
<FONT color="green">043</FONT>     * &lt;li&gt;a {@link ParameterJacobianProvider}&lt;/li&gt;<a name="line.43"></a>
<FONT color="green">044</FONT>     * &lt;li&gt;a {@link ParameterizedODE}&lt;/li&gt;<a name="line.44"></a>
<FONT color="green">045</FONT>     * &lt;/ul&gt;<a name="line.45"></a>
<FONT color="green">046</FONT>     * &lt;/p&gt;<a name="line.46"></a>
<FONT color="green">047</FONT>     *<a name="line.47"></a>
<FONT color="green">048</FONT>     * @see ExpandableStatefulODE<a name="line.48"></a>
<FONT color="green">049</FONT>     * @see FirstOrderDifferentialEquations<a name="line.49"></a>
<FONT color="green">050</FONT>     * @see MainStateJacobianProvider<a name="line.50"></a>
<FONT color="green">051</FONT>     * @see ParameterJacobianProvider<a name="line.51"></a>
<FONT color="green">052</FONT>     * @see ParameterizedODE<a name="line.52"></a>
<FONT color="green">053</FONT>     *<a name="line.53"></a>
<FONT color="green">054</FONT>     * @version $Id: JacobianMatrices.java 1422447 2012-12-16 01:38:40Z psteitz $<a name="line.54"></a>
<FONT color="green">055</FONT>     * @since 3.0<a name="line.55"></a>
<FONT color="green">056</FONT>     */<a name="line.56"></a>
<FONT color="green">057</FONT>    public class JacobianMatrices {<a name="line.57"></a>
<FONT color="green">058</FONT>    <a name="line.58"></a>
<FONT color="green">059</FONT>        /** Expandable first order differential equation. */<a name="line.59"></a>
<FONT color="green">060</FONT>        private ExpandableStatefulODE efode;<a name="line.60"></a>
<FONT color="green">061</FONT>    <a name="line.61"></a>
<FONT color="green">062</FONT>        /** Index of the instance in the expandable set. */<a name="line.62"></a>
<FONT color="green">063</FONT>        private int index;<a name="line.63"></a>
<FONT color="green">064</FONT>    <a name="line.64"></a>
<FONT color="green">065</FONT>        /** FODE with exact primary Jacobian computation skill. */<a name="line.65"></a>
<FONT color="green">066</FONT>        private MainStateJacobianProvider jode;<a name="line.66"></a>
<FONT color="green">067</FONT>    <a name="line.67"></a>
<FONT color="green">068</FONT>        /** FODE without exact parameter Jacobian computation skill. */<a name="line.68"></a>
<FONT color="green">069</FONT>        private ParameterizedODE pode;<a name="line.69"></a>
<FONT color="green">070</FONT>    <a name="line.70"></a>
<FONT color="green">071</FONT>        /** Main state vector dimension. */<a name="line.71"></a>
<FONT color="green">072</FONT>        private int stateDim;<a name="line.72"></a>
<FONT color="green">073</FONT>    <a name="line.73"></a>
<FONT color="green">074</FONT>        /** Selected parameters for parameter Jacobian computation. */<a name="line.74"></a>
<FONT color="green">075</FONT>        private ParameterConfiguration[] selectedParameters;<a name="line.75"></a>
<FONT color="green">076</FONT>    <a name="line.76"></a>
<FONT color="green">077</FONT>        /** FODE with exact parameter Jacobian computation skill. */<a name="line.77"></a>
<FONT color="green">078</FONT>        private List&lt;ParameterJacobianProvider&gt; jacobianProviders;<a name="line.78"></a>
<FONT color="green">079</FONT>    <a name="line.79"></a>
<FONT color="green">080</FONT>        /** Parameters dimension. */<a name="line.80"></a>
<FONT color="green">081</FONT>        private int paramDim;<a name="line.81"></a>
<FONT color="green">082</FONT>    <a name="line.82"></a>
<FONT color="green">083</FONT>        /** Boolean for selected parameters consistency. */<a name="line.83"></a>
<FONT color="green">084</FONT>        private boolean dirtyParameter;<a name="line.84"></a>
<FONT color="green">085</FONT>    <a name="line.85"></a>
<FONT color="green">086</FONT>        /** State and parameters Jacobian matrices in a row. */<a name="line.86"></a>
<FONT color="green">087</FONT>        private double[] matricesData;<a name="line.87"></a>
<FONT color="green">088</FONT>    <a name="line.88"></a>
<FONT color="green">089</FONT>        /** Simple constructor for a secondary equations set computing Jacobian matrices.<a name="line.89"></a>
<FONT color="green">090</FONT>         * &lt;p&gt;<a name="line.90"></a>
<FONT color="green">091</FONT>         * Parameters must belong to the supported ones given by {@link<a name="line.91"></a>
<FONT color="green">092</FONT>         * Parameterizable#getParametersNames()}, so the primary set of differential<a name="line.92"></a>
<FONT color="green">093</FONT>         * equations must be {@link Parameterizable}.<a name="line.93"></a>
<FONT color="green">094</FONT>         * &lt;/p&gt;<a name="line.94"></a>
<FONT color="green">095</FONT>         * &lt;p&gt;Note that each selection clears the previous selected parameters.&lt;/p&gt;<a name="line.95"></a>
<FONT color="green">096</FONT>         *<a name="line.96"></a>
<FONT color="green">097</FONT>         * @param fode the primary first order differential equations set to extend<a name="line.97"></a>
<FONT color="green">098</FONT>         * @param hY step used for finite difference computation with respect to state vector<a name="line.98"></a>
<FONT color="green">099</FONT>         * @param parameters parameters to consider for Jacobian matrices processing<a name="line.99"></a>
<FONT color="green">100</FONT>         * (may be null if parameters Jacobians is not desired)<a name="line.100"></a>
<FONT color="green">101</FONT>         * @exception DimensionMismatchException if there is a dimension mismatch between<a name="line.101"></a>
<FONT color="green">102</FONT>         * the steps array {@code hY} and the equation dimension<a name="line.102"></a>
<FONT color="green">103</FONT>         */<a name="line.103"></a>
<FONT color="green">104</FONT>        public JacobianMatrices(final FirstOrderDifferentialEquations fode, final double[] hY,<a name="line.104"></a>
<FONT color="green">105</FONT>                                final String... parameters)<a name="line.105"></a>
<FONT color="green">106</FONT>            throws DimensionMismatchException {<a name="line.106"></a>
<FONT color="green">107</FONT>            this(new MainStateJacobianWrapper(fode, hY), parameters);<a name="line.107"></a>
<FONT color="green">108</FONT>        }<a name="line.108"></a>
<FONT color="green">109</FONT>    <a name="line.109"></a>
<FONT color="green">110</FONT>        /** Simple constructor for a secondary equations set computing Jacobian matrices.<a name="line.110"></a>
<FONT color="green">111</FONT>         * &lt;p&gt;<a name="line.111"></a>
<FONT color="green">112</FONT>         * Parameters must belong to the supported ones given by {@link<a name="line.112"></a>
<FONT color="green">113</FONT>         * Parameterizable#getParametersNames()}, so the primary set of differential<a name="line.113"></a>
<FONT color="green">114</FONT>         * equations must be {@link Parameterizable}.<a name="line.114"></a>
<FONT color="green">115</FONT>         * &lt;/p&gt;<a name="line.115"></a>
<FONT color="green">116</FONT>         * &lt;p&gt;Note that each selection clears the previous selected parameters.&lt;/p&gt;<a name="line.116"></a>
<FONT color="green">117</FONT>         *<a name="line.117"></a>
<FONT color="green">118</FONT>         * @param jode the primary first order differential equations set to extend<a name="line.118"></a>
<FONT color="green">119</FONT>         * @param parameters parameters to consider for Jacobian matrices processing<a name="line.119"></a>
<FONT color="green">120</FONT>         * (may be null if parameters Jacobians is not desired)<a name="line.120"></a>
<FONT color="green">121</FONT>         */<a name="line.121"></a>
<FONT color="green">122</FONT>        public JacobianMatrices(final MainStateJacobianProvider jode,<a name="line.122"></a>
<FONT color="green">123</FONT>                                final String... parameters) {<a name="line.123"></a>
<FONT color="green">124</FONT>    <a name="line.124"></a>
<FONT color="green">125</FONT>            this.efode = null;<a name="line.125"></a>
<FONT color="green">126</FONT>            this.index = -1;<a name="line.126"></a>
<FONT color="green">127</FONT>    <a name="line.127"></a>
<FONT color="green">128</FONT>            this.jode = jode;<a name="line.128"></a>
<FONT color="green">129</FONT>            this.pode = null;<a name="line.129"></a>
<FONT color="green">130</FONT>    <a name="line.130"></a>
<FONT color="green">131</FONT>            this.stateDim = jode.getDimension();<a name="line.131"></a>
<FONT color="green">132</FONT>    <a name="line.132"></a>
<FONT color="green">133</FONT>            if (parameters == null) {<a name="line.133"></a>
<FONT color="green">134</FONT>                selectedParameters = null;<a name="line.134"></a>
<FONT color="green">135</FONT>                paramDim = 0;<a name="line.135"></a>
<FONT color="green">136</FONT>            } else {<a name="line.136"></a>
<FONT color="green">137</FONT>                this.selectedParameters = new ParameterConfiguration[parameters.length];<a name="line.137"></a>
<FONT color="green">138</FONT>                for (int i = 0; i &lt; parameters.length; ++i) {<a name="line.138"></a>
<FONT color="green">139</FONT>                    selectedParameters[i] = new ParameterConfiguration(parameters[i], Double.NaN);<a name="line.139"></a>
<FONT color="green">140</FONT>                }<a name="line.140"></a>
<FONT color="green">141</FONT>                paramDim = parameters.length;<a name="line.141"></a>
<FONT color="green">142</FONT>            }<a name="line.142"></a>
<FONT color="green">143</FONT>            this.dirtyParameter = false;<a name="line.143"></a>
<FONT color="green">144</FONT>    <a name="line.144"></a>
<FONT color="green">145</FONT>            this.jacobianProviders = new ArrayList&lt;ParameterJacobianProvider&gt;();<a name="line.145"></a>
<FONT color="green">146</FONT>    <a name="line.146"></a>
<FONT color="green">147</FONT>            // set the default initial state Jacobian to the identity<a name="line.147"></a>
<FONT color="green">148</FONT>            // and the default initial parameters Jacobian to the null matrix<a name="line.148"></a>
<FONT color="green">149</FONT>            matricesData = new double[(stateDim + paramDim) * stateDim];<a name="line.149"></a>
<FONT color="green">150</FONT>            for (int i = 0; i &lt; stateDim; ++i) {<a name="line.150"></a>
<FONT color="green">151</FONT>                matricesData[i * (stateDim + 1)] = 1.0;<a name="line.151"></a>
<FONT color="green">152</FONT>            }<a name="line.152"></a>
<FONT color="green">153</FONT>    <a name="line.153"></a>
<FONT color="green">154</FONT>        }<a name="line.154"></a>
<FONT color="green">155</FONT>    <a name="line.155"></a>
<FONT color="green">156</FONT>        /** Register the variational equations for the Jacobians matrices to the expandable set.<a name="line.156"></a>
<FONT color="green">157</FONT>         * @param expandable expandable set into which variational equations should be registered<a name="line.157"></a>
<FONT color="green">158</FONT>         * @throws DimensionMismatchException if the dimension of the partial state does not<a name="line.158"></a>
<FONT color="green">159</FONT>         * match the selected equations set dimension<a name="line.159"></a>
<FONT color="green">160</FONT>         * @exception MismatchedEquations if the primary set of the expandable set does<a name="line.160"></a>
<FONT color="green">161</FONT>         * not match the one used to build the instance<a name="line.161"></a>
<FONT color="green">162</FONT>         * @see ExpandableStatefulODE#addSecondaryEquations(SecondaryEquations)<a name="line.162"></a>
<FONT color="green">163</FONT>         */<a name="line.163"></a>
<FONT color="green">164</FONT>        public void registerVariationalEquations(final ExpandableStatefulODE expandable)<a name="line.164"></a>
<FONT color="green">165</FONT>            throws DimensionMismatchException, MismatchedEquations {<a name="line.165"></a>
<FONT color="green">166</FONT>    <a name="line.166"></a>
<FONT color="green">167</FONT>            // safety checks<a name="line.167"></a>
<FONT color="green">168</FONT>            final FirstOrderDifferentialEquations ode = (jode instanceof MainStateJacobianWrapper) ?<a name="line.168"></a>
<FONT color="green">169</FONT>                                                        ((MainStateJacobianWrapper) jode).ode :<a name="line.169"></a>
<FONT color="green">170</FONT>                                                        jode;<a name="line.170"></a>
<FONT color="green">171</FONT>            if (expandable.getPrimary() != ode) {<a name="line.171"></a>
<FONT color="green">172</FONT>                throw new MismatchedEquations();<a name="line.172"></a>
<FONT color="green">173</FONT>            }<a name="line.173"></a>
<FONT color="green">174</FONT>    <a name="line.174"></a>
<FONT color="green">175</FONT>            efode = expandable;<a name="line.175"></a>
<FONT color="green">176</FONT>            index = efode.addSecondaryEquations(new JacobiansSecondaryEquations());<a name="line.176"></a>
<FONT color="green">177</FONT>            efode.setSecondaryState(index, matricesData);<a name="line.177"></a>
<FONT color="green">178</FONT>    <a name="line.178"></a>
<FONT color="green">179</FONT>        }<a name="line.179"></a>
<FONT color="green">180</FONT>    <a name="line.180"></a>
<FONT color="green">181</FONT>        /** Add a parameter Jacobian provider.<a name="line.181"></a>
<FONT color="green">182</FONT>         * @param provider the parameter Jacobian provider to compute exactly the parameter Jacobian matrix<a name="line.182"></a>
<FONT color="green">183</FONT>         */<a name="line.183"></a>
<FONT color="green">184</FONT>        public void addParameterJacobianProvider(final ParameterJacobianProvider provider) {<a name="line.184"></a>
<FONT color="green">185</FONT>            jacobianProviders.add(provider);<a name="line.185"></a>
<FONT color="green">186</FONT>        }<a name="line.186"></a>
<FONT color="green">187</FONT>    <a name="line.187"></a>
<FONT color="green">188</FONT>        /** Set a parameter Jacobian provider.<a name="line.188"></a>
<FONT color="green">189</FONT>         * @param parameterizedOde the parameterized ODE to compute the parameter Jacobian matrix using finite differences<a name="line.189"></a>
<FONT color="green">190</FONT>         */<a name="line.190"></a>
<FONT color="green">191</FONT>        public void setParameterizedODE(final ParameterizedODE parameterizedOde) {<a name="line.191"></a>
<FONT color="green">192</FONT>            this.pode = parameterizedOde;<a name="line.192"></a>
<FONT color="green">193</FONT>            dirtyParameter = true;<a name="line.193"></a>
<FONT color="green">194</FONT>        }<a name="line.194"></a>
<FONT color="green">195</FONT>    <a name="line.195"></a>
<FONT color="green">196</FONT>        /** Set the step associated to a parameter in order to compute by finite<a name="line.196"></a>
<FONT color="green">197</FONT>         *  difference the Jacobian matrix.<a name="line.197"></a>
<FONT color="green">198</FONT>         * &lt;p&gt;<a name="line.198"></a>
<FONT color="green">199</FONT>         * Needed if and only if the primary ODE set is a {@link ParameterizedODE}.<a name="line.199"></a>
<FONT color="green">200</FONT>         * &lt;/p&gt;<a name="line.200"></a>
<FONT color="green">201</FONT>         * &lt;p&gt;<a name="line.201"></a>
<FONT color="green">202</FONT>         * Given a non zero parameter value pval for the parameter, a reasonable value<a name="line.202"></a>
<FONT color="green">203</FONT>         * for such a step is {@code pval * FastMath.sqrt(Precision.EPSILON)}.<a name="line.203"></a>
<FONT color="green">204</FONT>         * &lt;/p&gt;<a name="line.204"></a>
<FONT color="green">205</FONT>         * &lt;p&gt;<a name="line.205"></a>
<FONT color="green">206</FONT>         * A zero value for such a step doesn't enable to compute the parameter Jacobian matrix.<a name="line.206"></a>
<FONT color="green">207</FONT>         * &lt;/p&gt;<a name="line.207"></a>
<FONT color="green">208</FONT>         * @param parameter parameter to consider for Jacobian processing<a name="line.208"></a>
<FONT color="green">209</FONT>         * @param hP step for Jacobian finite difference computation w.r.t. the specified parameter<a name="line.209"></a>
<FONT color="green">210</FONT>         * @see ParameterizedODE<a name="line.210"></a>
<FONT color="green">211</FONT>         * @exception UnknownParameterException if the parameter is not supported<a name="line.211"></a>
<FONT color="green">212</FONT>         */<a name="line.212"></a>
<FONT color="green">213</FONT>        public void setParameterStep(final String parameter, final double hP)<a name="line.213"></a>
<FONT color="green">214</FONT>            throws UnknownParameterException {<a name="line.214"></a>
<FONT color="green">215</FONT>    <a name="line.215"></a>
<FONT color="green">216</FONT>            for (ParameterConfiguration param: selectedParameters) {<a name="line.216"></a>
<FONT color="green">217</FONT>                if (parameter.equals(param.getParameterName())) {<a name="line.217"></a>
<FONT color="green">218</FONT>                    param.setHP(hP);<a name="line.218"></a>
<FONT color="green">219</FONT>                    dirtyParameter = true;<a name="line.219"></a>
<FONT color="green">220</FONT>                    return;<a name="line.220"></a>
<FONT color="green">221</FONT>                }<a name="line.221"></a>
<FONT color="green">222</FONT>            }<a name="line.222"></a>
<FONT color="green">223</FONT>    <a name="line.223"></a>
<FONT color="green">224</FONT>            throw new UnknownParameterException(parameter);<a name="line.224"></a>
<FONT color="green">225</FONT>    <a name="line.225"></a>
<FONT color="green">226</FONT>        }<a name="line.226"></a>
<FONT color="green">227</FONT>    <a name="line.227"></a>
<FONT color="green">228</FONT>        /** Set the initial value of the Jacobian matrix with respect to state.<a name="line.228"></a>
<FONT color="green">229</FONT>         * &lt;p&gt;<a name="line.229"></a>
<FONT color="green">230</FONT>         * If this method is not called, the initial value of the Jacobian<a name="line.230"></a>
<FONT color="green">231</FONT>         * matrix with respect to state is set to identity.<a name="line.231"></a>
<FONT color="green">232</FONT>         * &lt;/p&gt;<a name="line.232"></a>
<FONT color="green">233</FONT>         * @param dYdY0 initial Jacobian matrix w.r.t. state<a name="line.233"></a>
<FONT color="green">234</FONT>         * @exception DimensionMismatchException if matrix dimensions are incorrect<a name="line.234"></a>
<FONT color="green">235</FONT>         */<a name="line.235"></a>
<FONT color="green">236</FONT>        public void setInitialMainStateJacobian(final double[][] dYdY0)<a name="line.236"></a>
<FONT color="green">237</FONT>            throws DimensionMismatchException {<a name="line.237"></a>
<FONT color="green">238</FONT>    <a name="line.238"></a>
<FONT color="green">239</FONT>            // Check dimensions<a name="line.239"></a>
<FONT color="green">240</FONT>            checkDimension(stateDim, dYdY0);<a name="line.240"></a>
<FONT color="green">241</FONT>            checkDimension(stateDim, dYdY0[0]);<a name="line.241"></a>
<FONT color="green">242</FONT>    <a name="line.242"></a>
<FONT color="green">243</FONT>            // store the matrix in row major order as a single dimension array<a name="line.243"></a>
<FONT color="green">244</FONT>            int i = 0;<a name="line.244"></a>
<FONT color="green">245</FONT>            for (final double[] row : dYdY0) {<a name="line.245"></a>
<FONT color="green">246</FONT>                System.arraycopy(row, 0, matricesData, i, stateDim);<a name="line.246"></a>
<FONT color="green">247</FONT>                i += stateDim;<a name="line.247"></a>
<FONT color="green">248</FONT>            }<a name="line.248"></a>
<FONT color="green">249</FONT>    <a name="line.249"></a>
<FONT color="green">250</FONT>            if (efode != null) {<a name="line.250"></a>
<FONT color="green">251</FONT>                efode.setSecondaryState(index, matricesData);<a name="line.251"></a>
<FONT color="green">252</FONT>            }<a name="line.252"></a>
<FONT color="green">253</FONT>    <a name="line.253"></a>
<FONT color="green">254</FONT>        }<a name="line.254"></a>
<FONT color="green">255</FONT>    <a name="line.255"></a>
<FONT color="green">256</FONT>        /** Set the initial value of a column of the Jacobian matrix with respect to one parameter.<a name="line.256"></a>
<FONT color="green">257</FONT>         * &lt;p&gt;<a name="line.257"></a>
<FONT color="green">258</FONT>         * If this method is not called for some parameter, the initial value of<a name="line.258"></a>
<FONT color="green">259</FONT>         * the column of the Jacobian matrix with respect to this parameter is set to zero.<a name="line.259"></a>
<FONT color="green">260</FONT>         * &lt;/p&gt;<a name="line.260"></a>
<FONT color="green">261</FONT>         * @param pName parameter name<a name="line.261"></a>
<FONT color="green">262</FONT>         * @param dYdP initial Jacobian column vector with respect to the parameter<a name="line.262"></a>
<FONT color="green">263</FONT>         * @exception UnknownParameterException if a parameter is not supported<a name="line.263"></a>
<FONT color="green">264</FONT>         * @throws DimensionMismatchException if the column vector does not match state dimension<a name="line.264"></a>
<FONT color="green">265</FONT>         */<a name="line.265"></a>
<FONT color="green">266</FONT>        public void setInitialParameterJacobian(final String pName, final double[] dYdP)<a name="line.266"></a>
<FONT color="green">267</FONT>            throws UnknownParameterException, DimensionMismatchException {<a name="line.267"></a>
<FONT color="green">268</FONT>    <a name="line.268"></a>
<FONT color="green">269</FONT>            // Check dimensions<a name="line.269"></a>
<FONT color="green">270</FONT>            checkDimension(stateDim, dYdP);<a name="line.270"></a>
<FONT color="green">271</FONT>    <a name="line.271"></a>
<FONT color="green">272</FONT>            // store the column in a global single dimension array<a name="line.272"></a>
<FONT color="green">273</FONT>            int i = stateDim * stateDim;<a name="line.273"></a>
<FONT color="green">274</FONT>            for (ParameterConfiguration param: selectedParameters) {<a name="line.274"></a>
<FONT color="green">275</FONT>                if (pName.equals(param.getParameterName())) {<a name="line.275"></a>
<FONT color="green">276</FONT>                    System.arraycopy(dYdP, 0, matricesData, i, stateDim);<a name="line.276"></a>
<FONT color="green">277</FONT>                    if (efode != null) {<a name="line.277"></a>
<FONT color="green">278</FONT>                        efode.setSecondaryState(index, matricesData);<a name="line.278"></a>
<FONT color="green">279</FONT>                    }<a name="line.279"></a>
<FONT color="green">280</FONT>                    return;<a name="line.280"></a>
<FONT color="green">281</FONT>                }<a name="line.281"></a>
<FONT color="green">282</FONT>                i += stateDim;<a name="line.282"></a>
<FONT color="green">283</FONT>            }<a name="line.283"></a>
<FONT color="green">284</FONT>    <a name="line.284"></a>
<FONT color="green">285</FONT>            throw new UnknownParameterException(pName);<a name="line.285"></a>
<FONT color="green">286</FONT>    <a name="line.286"></a>
<FONT color="green">287</FONT>        }<a name="line.287"></a>
<FONT color="green">288</FONT>    <a name="line.288"></a>
<FONT color="green">289</FONT>        /** Get the current value of the Jacobian matrix with respect to state.<a name="line.289"></a>
<FONT color="green">290</FONT>         * @param dYdY0 current Jacobian matrix with respect to state.<a name="line.290"></a>
<FONT color="green">291</FONT>         */<a name="line.291"></a>
<FONT color="green">292</FONT>        public void getCurrentMainSetJacobian(final double[][] dYdY0) {<a name="line.292"></a>
<FONT color="green">293</FONT>    <a name="line.293"></a>
<FONT color="green">294</FONT>            // get current state for this set of equations from the expandable fode<a name="line.294"></a>
<FONT color="green">295</FONT>            double[] p = efode.getSecondaryState(index);<a name="line.295"></a>
<FONT color="green">296</FONT>    <a name="line.296"></a>
<FONT color="green">297</FONT>            int j = 0;<a name="line.297"></a>
<FONT color="green">298</FONT>            for (int i = 0; i &lt; stateDim; i++) {<a name="line.298"></a>
<FONT color="green">299</FONT>                System.arraycopy(p, j, dYdY0[i], 0, stateDim);<a name="line.299"></a>
<FONT color="green">300</FONT>                j += stateDim;<a name="line.300"></a>
<FONT color="green">301</FONT>            }<a name="line.301"></a>
<FONT color="green">302</FONT>    <a name="line.302"></a>
<FONT color="green">303</FONT>        }<a name="line.303"></a>
<FONT color="green">304</FONT>    <a name="line.304"></a>
<FONT color="green">305</FONT>        /** Get the current value of the Jacobian matrix with respect to one parameter.<a name="line.305"></a>
<FONT color="green">306</FONT>         * @param pName name of the parameter for the computed Jacobian matrix<a name="line.306"></a>
<FONT color="green">307</FONT>         * @param dYdP current Jacobian matrix with respect to the named parameter<a name="line.307"></a>
<FONT color="green">308</FONT>         */<a name="line.308"></a>
<FONT color="green">309</FONT>        public void getCurrentParameterJacobian(String pName, final double[] dYdP) {<a name="line.309"></a>
<FONT color="green">310</FONT>    <a name="line.310"></a>
<FONT color="green">311</FONT>            // get current state for this set of equations from the expandable fode<a name="line.311"></a>
<FONT color="green">312</FONT>            double[] p = efode.getSecondaryState(index);<a name="line.312"></a>
<FONT color="green">313</FONT>    <a name="line.313"></a>
<FONT color="green">314</FONT>            int i = stateDim * stateDim;<a name="line.314"></a>
<FONT color="green">315</FONT>            for (ParameterConfiguration param: selectedParameters) {<a name="line.315"></a>
<FONT color="green">316</FONT>                if (param.getParameterName().equals(pName)) {<a name="line.316"></a>
<FONT color="green">317</FONT>                    System.arraycopy(p, i, dYdP, 0, stateDim);<a name="line.317"></a>
<FONT color="green">318</FONT>                    return;<a name="line.318"></a>
<FONT color="green">319</FONT>                }<a name="line.319"></a>
<FONT color="green">320</FONT>                i += stateDim;<a name="line.320"></a>
<FONT color="green">321</FONT>            }<a name="line.321"></a>
<FONT color="green">322</FONT>    <a name="line.322"></a>
<FONT color="green">323</FONT>        }<a name="line.323"></a>
<FONT color="green">324</FONT>    <a name="line.324"></a>
<FONT color="green">325</FONT>        /** Check array dimensions.<a name="line.325"></a>
<FONT color="green">326</FONT>         * @param expected expected dimension<a name="line.326"></a>
<FONT color="green">327</FONT>         * @param array (may be null if expected is 0)<a name="line.327"></a>
<FONT color="green">328</FONT>         * @throws DimensionMismatchException if the array dimension does not match the expected one<a name="line.328"></a>
<FONT color="green">329</FONT>         */<a name="line.329"></a>
<FONT color="green">330</FONT>        private void checkDimension(final int expected, final Object array)<a name="line.330"></a>
<FONT color="green">331</FONT>            throws DimensionMismatchException {<a name="line.331"></a>
<FONT color="green">332</FONT>            int arrayDimension = (array == null) ? 0 : Array.getLength(array);<a name="line.332"></a>
<FONT color="green">333</FONT>            if (arrayDimension != expected) {<a name="line.333"></a>
<FONT color="green">334</FONT>                throw new DimensionMismatchException(arrayDimension, expected);<a name="line.334"></a>
<FONT color="green">335</FONT>            }<a name="line.335"></a>
<FONT color="green">336</FONT>        }<a name="line.336"></a>
<FONT color="green">337</FONT>    <a name="line.337"></a>
<FONT color="green">338</FONT>        /** Local implementation of secondary equations.<a name="line.338"></a>
<FONT color="green">339</FONT>         * &lt;p&gt;<a name="line.339"></a>
<FONT color="green">340</FONT>         * This class is an inner class to ensure proper scheduling of calls<a name="line.340"></a>
<FONT color="green">341</FONT>         * by forcing the use of {@link JacobianMatrices#registerVariationalEquations(ExpandableStatefulODE)}.<a name="line.341"></a>
<FONT color="green">342</FONT>         * &lt;/p&gt;<a name="line.342"></a>
<FONT color="green">343</FONT>         */<a name="line.343"></a>
<FONT color="green">344</FONT>        private class JacobiansSecondaryEquations implements SecondaryEquations {<a name="line.344"></a>
<FONT color="green">345</FONT>    <a name="line.345"></a>
<FONT color="green">346</FONT>            /** {@inheritDoc} */<a name="line.346"></a>
<FONT color="green">347</FONT>            public int getDimension() {<a name="line.347"></a>
<FONT color="green">348</FONT>                return stateDim * (stateDim + paramDim);<a name="line.348"></a>
<FONT color="green">349</FONT>            }<a name="line.349"></a>
<FONT color="green">350</FONT>    <a name="line.350"></a>
<FONT color="green">351</FONT>            /** {@inheritDoc} */<a name="line.351"></a>
<FONT color="green">352</FONT>            public void computeDerivatives(final double t, final double[] y, final double[] yDot,<a name="line.352"></a>
<FONT color="green">353</FONT>                                           final double[] z, final double[] zDot)<a name="line.353"></a>
<FONT color="green">354</FONT>                throws MaxCountExceededException, DimensionMismatchException {<a name="line.354"></a>
<FONT color="green">355</FONT>    <a name="line.355"></a>
<FONT color="green">356</FONT>                // Lazy initialization<a name="line.356"></a>
<FONT color="green">357</FONT>                if (dirtyParameter &amp;&amp; (paramDim != 0)) {<a name="line.357"></a>
<FONT color="green">358</FONT>                    jacobianProviders.add(new ParameterJacobianWrapper(jode, pode, selectedParameters));<a name="line.358"></a>
<FONT color="green">359</FONT>                    dirtyParameter = false;<a name="line.359"></a>
<FONT color="green">360</FONT>                }<a name="line.360"></a>
<FONT color="green">361</FONT>    <a name="line.361"></a>
<FONT color="green">362</FONT>                // variational equations:<a name="line.362"></a>
<FONT color="green">363</FONT>                // from d[dy/dt]/dy0 and d[dy/dt]/dp to d[dy/dy0]/dt and d[dy/dp]/dt<a name="line.363"></a>
<FONT color="green">364</FONT>    <a name="line.364"></a>
<FONT color="green">365</FONT>                // compute Jacobian matrix with respect to primary state<a name="line.365"></a>
<FONT color="green">366</FONT>                double[][] dFdY = new double[stateDim][stateDim];<a name="line.366"></a>
<FONT color="green">367</FONT>                jode.computeMainStateJacobian(t, y, yDot, dFdY);<a name="line.367"></a>
<FONT color="green">368</FONT>    <a name="line.368"></a>
<FONT color="green">369</FONT>                // Dispatch Jacobian matrix in the compound secondary state vector<a name="line.369"></a>
<FONT color="green">370</FONT>                for (int i = 0; i &lt; stateDim; ++i) {<a name="line.370"></a>
<FONT color="green">371</FONT>                    final double[] dFdYi = dFdY[i];<a name="line.371"></a>
<FONT color="green">372</FONT>                    for (int j = 0; j &lt; stateDim; ++j) {<a name="line.372"></a>
<FONT color="green">373</FONT>                        double s = 0;<a name="line.373"></a>
<FONT color="green">374</FONT>                        final int startIndex = j;<a name="line.374"></a>
<FONT color="green">375</FONT>                        int zIndex = startIndex;<a name="line.375"></a>
<FONT color="green">376</FONT>                        for (int l = 0; l &lt; stateDim; ++l) {<a name="line.376"></a>
<FONT color="green">377</FONT>                            s += dFdYi[l] * z[zIndex];<a name="line.377"></a>
<FONT color="green">378</FONT>                            zIndex += stateDim;<a name="line.378"></a>
<FONT color="green">379</FONT>                        }<a name="line.379"></a>
<FONT color="green">380</FONT>                        zDot[startIndex + i * stateDim] = s;<a name="line.380"></a>
<FONT color="green">381</FONT>                    }<a name="line.381"></a>
<FONT color="green">382</FONT>                }<a name="line.382"></a>
<FONT color="green">383</FONT>    <a name="line.383"></a>
<FONT color="green">384</FONT>                if (paramDim != 0) {<a name="line.384"></a>
<FONT color="green">385</FONT>                    // compute Jacobian matrices with respect to parameters<a name="line.385"></a>
<FONT color="green">386</FONT>                    double[] dFdP = new double[stateDim];<a name="line.386"></a>
<FONT color="green">387</FONT>                    int startIndex = stateDim * stateDim;<a name="line.387"></a>
<FONT color="green">388</FONT>                    for (ParameterConfiguration param: selectedParameters) {<a name="line.388"></a>
<FONT color="green">389</FONT>                        boolean found = false;<a name="line.389"></a>
<FONT color="green">390</FONT>                        for (int k = 0 ; (!found) &amp;&amp; (k &lt; jacobianProviders.size()); ++k) {<a name="line.390"></a>
<FONT color="green">391</FONT>                            final ParameterJacobianProvider provider = jacobianProviders.get(k);<a name="line.391"></a>
<FONT color="green">392</FONT>                            if (provider.isSupported(param.getParameterName())) {<a name="line.392"></a>
<FONT color="green">393</FONT>                                provider.computeParameterJacobian(t, y, yDot,<a name="line.393"></a>
<FONT color="green">394</FONT>                                                                  param.getParameterName(), dFdP);<a name="line.394"></a>
<FONT color="green">395</FONT>                                for (int i = 0; i &lt; stateDim; ++i) {<a name="line.395"></a>
<FONT color="green">396</FONT>                                    final double[] dFdYi = dFdY[i];<a name="line.396"></a>
<FONT color="green">397</FONT>                                    int zIndex = startIndex;<a name="line.397"></a>
<FONT color="green">398</FONT>                                    double s = dFdP[i];<a name="line.398"></a>
<FONT color="green">399</FONT>                                    for (int l = 0; l &lt; stateDim; ++l) {<a name="line.399"></a>
<FONT color="green">400</FONT>                                        s += dFdYi[l] * z[zIndex];<a name="line.400"></a>
<FONT color="green">401</FONT>                                        zIndex++;<a name="line.401"></a>
<FONT color="green">402</FONT>                                    }<a name="line.402"></a>
<FONT color="green">403</FONT>                                    zDot[startIndex + i] = s;<a name="line.403"></a>
<FONT color="green">404</FONT>                                }<a name="line.404"></a>
<FONT color="green">405</FONT>                                found = true;<a name="line.405"></a>
<FONT color="green">406</FONT>                            }<a name="line.406"></a>
<FONT color="green">407</FONT>                        }<a name="line.407"></a>
<FONT color="green">408</FONT>                        if (! found) {<a name="line.408"></a>
<FONT color="green">409</FONT>                            Arrays.fill(zDot, startIndex, startIndex + stateDim, 0.0);<a name="line.409"></a>
<FONT color="green">410</FONT>                        }<a name="line.410"></a>
<FONT color="green">411</FONT>                        startIndex += stateDim;<a name="line.411"></a>
<FONT color="green">412</FONT>                    }<a name="line.412"></a>
<FONT color="green">413</FONT>                }<a name="line.413"></a>
<FONT color="green">414</FONT>    <a name="line.414"></a>
<FONT color="green">415</FONT>            }<a name="line.415"></a>
<FONT color="green">416</FONT>        }<a name="line.416"></a>
<FONT color="green">417</FONT>    <a name="line.417"></a>
<FONT color="green">418</FONT>        /** Wrapper class to compute jacobian matrices by finite differences for ODE<a name="line.418"></a>
<FONT color="green">419</FONT>         *  which do not compute them by themselves.<a name="line.419"></a>
<FONT color="green">420</FONT>         */<a name="line.420"></a>
<FONT color="green">421</FONT>        private static class MainStateJacobianWrapper implements MainStateJacobianProvider {<a name="line.421"></a>
<FONT color="green">422</FONT>    <a name="line.422"></a>
<FONT color="green">423</FONT>            /** Raw ODE without jacobians computation skill to be wrapped into a MainStateJacobianProvider. */<a name="line.423"></a>
<FONT color="green">424</FONT>            private final FirstOrderDifferentialEquations ode;<a name="line.424"></a>
<FONT color="green">425</FONT>    <a name="line.425"></a>
<FONT color="green">426</FONT>            /** Steps for finite difference computation of the jacobian df/dy w.r.t. state. */<a name="line.426"></a>
<FONT color="green">427</FONT>            private final double[] hY;<a name="line.427"></a>
<FONT color="green">428</FONT>    <a name="line.428"></a>
<FONT color="green">429</FONT>            /** Wrap a {@link FirstOrderDifferentialEquations} into a {@link MainStateJacobianProvider}.<a name="line.429"></a>
<FONT color="green">430</FONT>             * @param ode original ODE problem, without jacobians computation skill<a name="line.430"></a>
<FONT color="green">431</FONT>             * @param hY step sizes to compute the jacobian df/dy<a name="line.431"></a>
<FONT color="green">432</FONT>             * @see JacobianMatrices#setMainStateSteps(double[])<a name="line.432"></a>
<FONT color="green">433</FONT>             * @exception DimensionMismatchException if there is a dimension mismatch between<a name="line.433"></a>
<FONT color="green">434</FONT>             * the steps array {@code hY} and the equation dimension<a name="line.434"></a>
<FONT color="green">435</FONT>             */<a name="line.435"></a>
<FONT color="green">436</FONT>            public MainStateJacobianWrapper(final FirstOrderDifferentialEquations ode,<a name="line.436"></a>
<FONT color="green">437</FONT>                                            final double[] hY)<a name="line.437"></a>
<FONT color="green">438</FONT>                throws DimensionMismatchException {<a name="line.438"></a>
<FONT color="green">439</FONT>                this.ode = ode;<a name="line.439"></a>
<FONT color="green">440</FONT>                this.hY = hY.clone();<a name="line.440"></a>
<FONT color="green">441</FONT>                if (hY.length != ode.getDimension()) {<a name="line.441"></a>
<FONT color="green">442</FONT>                    throw new DimensionMismatchException(ode.getDimension(), hY.length);<a name="line.442"></a>
<FONT color="green">443</FONT>                }<a name="line.443"></a>
<FONT color="green">444</FONT>            }<a name="line.444"></a>
<FONT color="green">445</FONT>    <a name="line.445"></a>
<FONT color="green">446</FONT>            /** {@inheritDoc} */<a name="line.446"></a>
<FONT color="green">447</FONT>            public int getDimension() {<a name="line.447"></a>
<FONT color="green">448</FONT>                return ode.getDimension();<a name="line.448"></a>
<FONT color="green">449</FONT>            }<a name="line.449"></a>
<FONT color="green">450</FONT>    <a name="line.450"></a>
<FONT color="green">451</FONT>            /** {@inheritDoc} */<a name="line.451"></a>
<FONT color="green">452</FONT>            public void computeDerivatives(double t, double[] y, double[] yDot)<a name="line.452"></a>
<FONT color="green">453</FONT>                throws MaxCountExceededException, DimensionMismatchException {<a name="line.453"></a>
<FONT color="green">454</FONT>                ode.computeDerivatives(t, y, yDot);<a name="line.454"></a>
<FONT color="green">455</FONT>            }<a name="line.455"></a>
<FONT color="green">456</FONT>    <a name="line.456"></a>
<FONT color="green">457</FONT>            /** {@inheritDoc} */<a name="line.457"></a>
<FONT color="green">458</FONT>            public void computeMainStateJacobian(double t, double[] y, double[] yDot, double[][] dFdY)<a name="line.458"></a>
<FONT color="green">459</FONT>                throws MaxCountExceededException, DimensionMismatchException {<a name="line.459"></a>
<FONT color="green">460</FONT>    <a name="line.460"></a>
<FONT color="green">461</FONT>                final int n = ode.getDimension();<a name="line.461"></a>
<FONT color="green">462</FONT>                final double[] tmpDot = new double[n];<a name="line.462"></a>
<FONT color="green">463</FONT>    <a name="line.463"></a>
<FONT color="green">464</FONT>                for (int j = 0; j &lt; n; ++j) {<a name="line.464"></a>
<FONT color="green">465</FONT>                    final double savedYj = y[j];<a name="line.465"></a>
<FONT color="green">466</FONT>                    y[j] += hY[j];<a name="line.466"></a>
<FONT color="green">467</FONT>                    ode.computeDerivatives(t, y, tmpDot);<a name="line.467"></a>
<FONT color="green">468</FONT>                    for (int i = 0; i &lt; n; ++i) {<a name="line.468"></a>
<FONT color="green">469</FONT>                        dFdY[i][j] = (tmpDot[i] - yDot[i]) / hY[j];<a name="line.469"></a>
<FONT color="green">470</FONT>                    }<a name="line.470"></a>
<FONT color="green">471</FONT>                    y[j] = savedYj;<a name="line.471"></a>
<FONT color="green">472</FONT>                }<a name="line.472"></a>
<FONT color="green">473</FONT>            }<a name="line.473"></a>
<FONT color="green">474</FONT>    <a name="line.474"></a>
<FONT color="green">475</FONT>        }<a name="line.475"></a>
<FONT color="green">476</FONT>    <a name="line.476"></a>
<FONT color="green">477</FONT>        /**<a name="line.477"></a>
<FONT color="green">478</FONT>         * Special exception for equations mismatch.<a name="line.478"></a>
<FONT color="green">479</FONT>         * @since 3.1<a name="line.479"></a>
<FONT color="green">480</FONT>         */<a name="line.480"></a>
<FONT color="green">481</FONT>        public static class MismatchedEquations extends MathIllegalArgumentException {<a name="line.481"></a>
<FONT color="green">482</FONT>    <a name="line.482"></a>
<FONT color="green">483</FONT>            /** Serializable UID. */<a name="line.483"></a>
<FONT color="green">484</FONT>            private static final long serialVersionUID = 20120902L;<a name="line.484"></a>
<FONT color="green">485</FONT>    <a name="line.485"></a>
<FONT color="green">486</FONT>            /** Simple constructor. */<a name="line.486"></a>
<FONT color="green">487</FONT>            public MismatchedEquations() {<a name="line.487"></a>
<FONT color="green">488</FONT>                super(LocalizedFormats.UNMATCHED_ODE_IN_EXPANDED_SET);<a name="line.488"></a>
<FONT color="green">489</FONT>            }<a name="line.489"></a>
<FONT color="green">490</FONT>    <a name="line.490"></a>
<FONT color="green">491</FONT>        }<a name="line.491"></a>
<FONT color="green">492</FONT>    <a name="line.492"></a>
<FONT color="green">493</FONT>    }<a name="line.493"></a>
<FONT color="green">494</FONT>    <a name="line.494"></a>




























































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